A semi-Markov model for stroke with piecewise-constant hazards in the presence of left, right and interval censoring.

This paper presents a parametric method of fitting semi-Markov models with piecewise-constant hazards in the presence of left, right and interval censoring. We investigate transition intensities in a three-state illness-death model with no recovery. We relax the Markov assumption by adjusting the intensity for the transition from state 2 (illness) to state 3 (death) for the time spent in state 2 through a time-varying covariate. This involves the exact time of the transition from state 1 (healthy) to state 2. When the data are subject to left or interval censoring, this time is unknown. In the estimation of the likelihood, we take into account interval censoring by integrating out all possible times for the transition from state 1 to state 2. For left censoring, we use an Expectation-Maximisation inspired algorithm. A simulation study reflects the performance of the method. The proposed combination of statistical procedures provides great flexibility. We illustrate the method in an application by using data on stroke onset for the older population from the UK Medical Research Council Cognitive Function and Ageing Study

Enhancing structure relaxations for first-principles codes: an approximate Hessian approach

We present a method for improving the speed of geometry relaxation by using a harmonic approximation for the interaction potential between nearest neighbor atoms to construct an initial Hessian estimate. The model is quite robust, and yields approximately a 30% or better reduction in the number of calculations compared to an optimized diagonal initialization. Convergence with this initializer approaches the speed of a converged BFGS Hessian, therefore it is close to the best that can be achieved. Hessian preconditioning is discussed, and it is found that a compromise between an average condition number and a narrow distribution in eigenvalues produces the best optimization.Comment: 9 pages, 3 figures, added references, expanded optimization sectio

Quantum System Identification by Bayesian Analysis of Noisy Data: Beyond Hamiltonian Tomography

We consider how to characterize the dynamics of a quantum system from a restricted set of initial states and measurements using Bayesian analysis. Previous work has shown that Hamiltonian systems can be well estimated from analysis of noisy data. Here we show how to generalize this approach to systems with moderate dephasing in the eigenbasis of the Hamiltonian. We illustrate the process for a range of three-level quantum systems. The results suggest that the Bayesian estimation of the frequencies and dephasing rates is generally highly accurate and the main source of errors are errors in the reconstructed Hamiltonian basis.Comment: 6 pages, 3 figure

On the ultimate convergence rates for isotropic algorithms and the best choices among various forms of isotropy

In this paper, we show universal lower bounds for isotropic algorithms, that hold for any algorithm such that each new point is the sum of one already visited p oint plus one random isotropic direction multiplied by any step size (whenever the step size is chosen by an oracle with arbitrarily high computational power). The bound is 1 − O(1/d) for the constant in the linear convergence (i.e. the constant C such that the distance to the optimum after n steps is upp er b ounded by C n ), as already seen for some families of evolution strategies in [19, 12], in contrast with 1 − O(1) for the reverse case of a random step size and a direction chosen by an oracle with arbitrary high computational power. We then recall that isotropy does not uniquely determine the distribution of a sample on the sphere and show that the convergence rate in isotropic algorithms is improved by using stratified or antithetic isotropy instead of naive isotropy. We show at the end of the pap er that b eyond the mathematical proof, the result holds on exp eriments. We conclude that one should use antithetic-isotropy or stratified-isotropy, and never standard-isotropy

Radiation tolerance of ceramics—insights from atomistic simulation of damage accumulation in pyrochlores

We have used molecular dynamics simulations to investigate the effects of radiation damage accumulation in two pyrochlore-structured ceramics, namely Gd2Ti2O7 and Gd2Zr2O7. It is well known from experiment that the titanate is susceptible to radiation-induced amorphization, while the zirconate does not go amorphous under prolonged irradiation. Our simulations show that cation Frenkel pair accumulation eventually leads to amorphization of Gd2Ti2O7, and both anion disorder and cation disorder occur during damage accumulation. Amorphization in Gd2Ti2O7 is accompaniedby a density decrease of about 12.7% and a decrease of about 50% in the elastic modulus. In Gd2Zr2O7, amorphization does not occur, because the residual damage introduced by radiation is not sufficiently energetic to destabilize the crystal structure and drive the material amorphous. Subtle differences in damage accumulation and annealing between the two pyrochlores lead to drastically different radiation response as the damage accumulates

Dynamic tracking error with shortfall control using stochastic programming

In this contribution we tackle the issue of portfolio management combining benchmarking and risk control. We propose a dynamic tracking error problem and we consider the problem of monitoring at discrete points the shortfalls of the portfolio below a set of given reference levels of wealth.We formulate and solve the resulting dynamic optimization problem using stochastic programming. The proposed model allows for a great flexibility in the combination of the tracking goal and the downside risk protection. We provide the results of out-of-sample simulation experiments, on real data, for different portfolio configurations and different market conditions

Understanding the adsorption process in ZIF-8 using high pressure crystallography and computational modelling

Understanding host–guest interactions and structural changes within porous materials is crucial for enhancing gas storage properties. Here, the authors combine cryogenic loading of gases with high pressure crystallography and computational techniques to obtain atomistic detail of adsorption-induced structural and energetic changes in ZIF-8

Optimisation of NMR dynamic models I. Minimisation algorithms and their performance within the model-free and Brownian rotational diffusion spaces

The key to obtaining the model-free description of the dynamics of a macromolecule is the optimisation of the model-free and Brownian rotational diffusion parameters using the collected R1, R2 and steady-state NOE relaxation data. The problem of optimising the chi-squared value is often assumed to be trivial, however, the long chain of dependencies required for its calculation complicates the model-free chi-squared space. Convolutions are induced by the Lorentzian form of the spectral density functions, the linear recombinations of certain spectral density values to obtain the relaxation rates, the calculation of the NOE using the ratio of two of these rates, and finally the quadratic form of the chi-squared equation itself. Two major topological features of the model-free space complicate optimisation. The first is a long, shallow valley which commences at infinite correlation times and gradually approaches the minimum. The most severe convolution occurs for motions on two timescales in which the minimum is often located at the end of a long, deep, curved tunnel or multidimensional valley through the space. A large number of optimisation algorithms will be investigated and their performance compared to determine which techniques are suitable for use in model-free analysis. Local optimisation algorithms will be shown to be sufficient for minimisation not only within the model-free space but also for the minimisation of the Brownian rotational diffusion tensor. In addition the performance of the programs Modelfree and Dasha are investigated. A number of model-free optimisation failures were identified: the inability to slide along the limits, the singular matrix failure of the Levenberg–Marquardt minimisation algorithm, the low precision of both programs, and a bug in Modelfree. Significantly, the singular matrix failure of the Levenberg–Marquardt algorithm occurs when internal correlation times are undefined and is greatly amplified in model-free analysis by both the grid search and constraint algorithms. The program relax (http://www.nmr-relax.com) is also presented as a new software package designed for the analysis of macromolecular dynamics through the use of NMR relaxation data and which alleviates all of the problems inherent within model-free analysis